Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.

Season chicken breasts with salt, pepper, garlic powder, and onion powder.

Set up breading station: place flour in one bowl, beat eggs and mix with Dijon mustard in another, and add crushed pretzels to a third bowl.

Dip each chicken breast into flour, then egg mixture, and finally coat with crushed pretzels.

Place coated chicken on prepared baking sheet. Bake for 25-30 minutes until golden brown and cooked through.

While chicken is baking, heat milk, Dijon mustard, and Worcestershire sauce in a saucepan over medium heat. Gradually add cheddar cheese, stirring until melted.

Remove chicken from oven and let rest for a few minutes before serving.